Causal discovery with score matching on additive models with arbitrary noise

Montagna F, Noceti N, Rosasco L, Zhang K, Locatello F. 2023. Causal discovery with score matching on additive models with arbitrary noise. 2nd Conference on Causal Learning and Reasoning. CLeaR: Conference on Causal Learning and Reasoning.

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Conference Paper | Published | English

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Author
Montagna, Francesco; Noceti, Nicoletta; Rosasco, Lorenzo; Zhang, Kun; Locatello, FrancescoISTA
Department
Abstract
Causal discovery methods are intrinsically constrained by the set of assumptions needed to ensure structure identifiability. Moreover additional restrictions are often imposed in order to simplify the inference task: this is the case for the Gaussian noise assumption on additive non-linear models, which is common to many causal discovery approaches. In this paper we show the shortcomings of inference under this hypothesis, analyzing the risk of edge inversion under violation of Gaussianity of the noise terms. Then, we propose a novel method for inferring the topological ordering of the variables in the causal graph, from data generated according to an additive non-linear model with a generic noise distribution. This leads to NoGAM (Not only Gaussian Additive noise Models), a causal discovery algorithm with a minimal set of assumptions and state of the art performance, experimentally benchmarked on synthetic data.
Publishing Year
Date Published
2023-04-01
Proceedings Title
2nd Conference on Causal Learning and Reasoning
Conference
CLeaR: Conference on Causal Learning and Reasoning
Conference Location
Tübingen, Germany
Conference Date
2023-04-11 – 2023-04-14
IST-REx-ID

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Montagna F, Noceti N, Rosasco L, Zhang K, Locatello F. Causal discovery with score matching on additive models with arbitrary noise. In: 2nd Conference on Causal Learning and Reasoning. ; 2023.
Montagna, F., Noceti, N., Rosasco, L., Zhang, K., & Locatello, F. (2023). Causal discovery with score matching on additive models with arbitrary noise. In 2nd Conference on Causal Learning and Reasoning. Tübingen, Germany.
Montagna, Francesco, Nicoletta Noceti, Lorenzo Rosasco, Kun Zhang, and Francesco Locatello. “Causal Discovery with Score Matching on Additive Models with Arbitrary Noise.” In 2nd Conference on Causal Learning and Reasoning, 2023.
F. Montagna, N. Noceti, L. Rosasco, K. Zhang, and F. Locatello, “Causal discovery with score matching on additive models with arbitrary noise,” in 2nd Conference on Causal Learning and Reasoning, Tübingen, Germany, 2023.
Montagna F, Noceti N, Rosasco L, Zhang K, Locatello F. 2023. Causal discovery with score matching on additive models with arbitrary noise. 2nd Conference on Causal Learning and Reasoning. CLeaR: Conference on Causal Learning and Reasoning.
Montagna, Francesco, et al. “Causal Discovery with Score Matching on Additive Models with Arbitrary Noise.” 2nd Conference on Causal Learning and Reasoning, 2023.
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